Hi,

How do I perform an equivalence test (based on a t-test) for regression coefficients in STATA?
I do know how to perform one- or two-sided t-test, but I couldn't find a command to perform a equivalence test. Here is a quick example:

Code:
. sysuse auto, clear
(1978 Automobile Data)

. regress price mpg weight

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(2, 71)        =     14.74
       Model |   186321280         2  93160639.9   Prob > F        =    0.0000
    Residual |   448744116        71  6320339.67   R-squared       =    0.2934
-------------+----------------------------------   Adj R-squared   =    0.2735
       Total |   635065396        73  8699525.97   Root MSE        =      2514

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         mpg |  -49.51222   86.15604    -0.57   0.567    -221.3025     122.278
      weight |   1.746559   .6413538     2.72   0.008      .467736    3.025382
       _cons |   1946.069    3597.05     0.54   0.590    -5226.245    9118.382
------------------------------------------------------------------------------


two-sided t-test:

e.g. mpg = 0

Code:
. test _b[mpg]=0

 ( 1)  mpg = 0

       F(  1,    71) =    0.33
            Prob > F =    0.5673


one-sided t-test:

e.g. mpg >= 0

Code:
. local sign_mpg = sign(_b[mpg])

. display "Ho: coef >= 0  p-value = " 1-ttail(r(df_r),`sign_mpg'*sqrt(r(F)))
Ho: coef >= 0  p-value = .28366186


equivalence test:

e.g. |mpg| >= 100 // mpg >= 100 and mpg <= -100

How do I perfrom this test?